Does anyone know of a way to include the parameters of a VST synth or effect with a snapshot / preset?

This would be an amazing feature to have.

The way I use Numerology involves getting a sequence going with some VST and one or two effects. Every time I arrive at a point where I'm really enjoying some variation I make a snapshot then work on a duplicate. This gives me a paper-trail of variations I can go back to. Trouble is, I am often tweaking the VST and effects in parallel, so the last state of the instrument and effects becomes global for all my stored presets.

What I'm asking for is some way to save the state of instruments and effects with each snapshot - kinda like a sysex dump at the beginning of each preset!

If you just need to tweak a few things -- say 16 params or less, then as Sifaka mentions, use a FaderBox & ParamMods.

For the general case -- storing and re-loading the full AU Preset, that Numerology cannot do effectively. The issue is that in order for preset changes to be accurate, they have to be able to occur in the middle of a render cycle. However, changing the preset data on an AU is often an intensive-enough CPU process that it cannot happen during the render cycle -- changing a few params, no big deal, changing the whole preset, not going to happen reliably in the general case.

So, in general, the FaderBox/ParamMod approach is the way to go for 'incremental' patch changes. It does take a few minutes to setup, but the bonus is that you can then easily map those same params to a physical controller, use the glide feature on the FaderBox to get some morphing effects, etc.

Another option, when you really do want to load new AU Presets, is to use the ProgChange module to send program changes -- most AUs should respond to them. As long as you can manage the load time for that preset in your arrangement, that gives you another option for changing sounds.